Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -65.15% |
Year to date (YTD) | -20.00% |
1 month | +118.18% |
3 months | +118.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 259.15 |
Premium | 0.06% |
Premium p.a. | 0.24% |
Leverage | 16.34 |
Implied volatility | 0.19 |
ISIN | CH1268391161 |
Symbol | ROG7TZ |
Security | 126839116 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 260.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.09.2023 |
Premium | 6.13% |
Premium p.a. | 24.32% |
Leverage | 43.55 |
Implied volatility | 18.54% |
Moneyness | out-of-the-money |
Leverage | 16.3350 |
Delta | 0.3751 |
Gamma | 0.0003 |
Theta | -0.0010 |
Rho | 0.0044 |
Vega | 0.0095 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 265.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |